The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators

DOI10.1016/0167-7152(94)90186-4zbMath0803.62027OpenAlexW2005656886MaRDI QIDQ1324556

Mara Tableman

Publication date: 5 January 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90186-4

zbMATH Keywords

robustnessbreakdown pointunivariate casehalf-sample estimatorsbounded influence functionsfinite gross-error sensitivityfinite rejection pointinfinite local-shift sensitivityleast trimmed absolute deviations estimatorRousseeuw's least trimmed squares estimator

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (14)

Optimization techniques for robust multivariate location and scatter estimation ⋮ Reweighted least trimmed squares: an alternative to one-step estimators ⋮ Positive-breakdown regression by minimizing nested scale estimators ⋮ Implicitly weighted methods in robust image analysis ⋮ Least sum of squares of trimmed residuals regression ⋮ The least trimmed quantile regression ⋮ Robust regression with high coverage. ⋮ GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS ⋮ A robust regression based on weighted LSSVM and penalized trimmed squares ⋮ The asymptotics of MM-estimators for linear regression with fixed designs ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ Unnamed Item ⋮ Least tail-trimmed squares for infinite variance autoregressions ⋮ The asymptotics of the least trimmed absolute deviations (LTAD) estimator

Cites Work

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• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
• Nonparametric interval and point prediction using data trimmed by a Grubbs-type outlier rule
• Highly efficient estimators of multivariate location with high breakdown point
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• Least Median of Squares Regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Nonparametric Statistical Data Modeling

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